Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-18 0.240384 0.259403 0.279879 0.303679 0.330729 0.360697 0.396657
2026-01-25 0.210695 0.234449 0.261291 0.294197 0.333915 0.380927 0.441752
2026-02-01 0.188972 0.214853 0.245123 0.283715 0.332473 0.393290 0.477041
2026-02-08 0.175066 0.202595 0.235731 0.279410 0.336851 0.411975 0.521691
2026-02-15 0.168970 0.198941 0.236050 0.286639 0.355980 0.451371 0.600083
2026-02-22 0.160283 0.191182 0.230270 0.284966 0.362446 0.473534 0.656610
2026-03-01 0.152255 0.183595 0.223969 0.281743 0.365974 0.491309 0.708800
2026-03-08 0.144215 0.175431 0.216240 0.275719 0.364547 0.500971 0.748690
2026-03-15 0.137722 0.168908 0.210242 0.271546 0.365240 0.513681 0.795864
2026-03-22 0.134832 0.167012 0.210389 0.276125 0.379560 0.550116 0.894729
2026-03-29 0.134137 0.168010 0.214545 0.286833 0.404513 0.608101 1.052176
2026-04-05 0.129547 0.163342 0.210301 0.284353 0.407467 0.627033 1.130748
2026-04-12 0.126833 0.161339 0.210025 0.288378 0.422469 0.672073 1.288572
2026-04-19 0.120823 0.154373 0.202074 0.279637 0.414361 0.670828 1.330166
2026-04-26 0.114987 0.147433 0.193847 0.269942 0.403716 0.663091 1.352679
2026-05-03 0.111045 0.143078 0.189295 0.265957 0.403051 0.676003 1.438704
2026-05-10 0.110069 0.142983 0.191157 0.272658 0.422744 0.735786 1.694031
2026-05-17 0.107159 0.139909 0.188271 0.271110 0.426540 0.760720 1.849593
2026-05-24 0.104099 0.136493 0.184691 0.268123 0.427206 0.778446 1.989704
2026-05-31 0.100628 0.132343 0.179786 0.262539 0.422181 0.781624 2.075807
2026-06-07 0.097731 0.128967 0.175975 0.258666 0.420302 0.792452 2.201968
2026-06-14 0.096761 0.128471 0.176716 0.262915 0.435579 0.850295 2.587194
2026-06-21 0.096999 0.129816 0.180463 0.272839 0.464067 0.951155 3.323573